| Metric | 12548283:btcusd:triple_gx:lsma179_84_63 | 12548283:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 335.88% | 103.11% |
| Max Drawdown | -19.08% | -67.18% |
| Sharpe | 0.92 | 0.35 |
| Sortino | 1.48 | 0.5 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.74 | 1.03 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 20.44 | 4.09 |
| Outlier Loss Ratio | 4.46 | 3.58 |
| Volatility (ann.) | 13.9% | 26.59% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.17 | 0.38 |
| Skew | 1.16 | 0.16 |
| Kurtosis | 24.28 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.95% | 1.88% |
| Expected Yearly % | 44.49% | 19.38% |
| Kelly Criterion | 10.71% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.26% |
| Expected Shortfall (cVaR) | -1.16% | -2.26% |
| Year | 12548283:BTCUSD | 12548283:btcusd:triple_gx:lsma179_84_63 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.19 | 18.56 | -0.30 | + |
| 2023 | 155.54 | 67.90 | 0.44 | - |
| 2024 | 121.00 | 119.22 | 0.99 | - |
| 2025 | -7.32 | -0.12 | 0.02 | + |
| Metric | 12548283:btcusd:triple_gx:lsma179_84_63 | 12548283:BTCUSD |
|---|---|---|
| MTD | 3.99% | 2.63% |
| 3M | -0.12% | -12.25% |
| 6M | 39.22% | 34.61% |
| YTD | -0.12% | -7.32% |
| 1Y | 65.38% | 23.79% |
| 3Y (ann.) | 59.04% | 24.94% |
| 5Y (ann.) | 60.48% | 25.57% |
| Metric | 12548283:btcusd:triple_gx:lsma179_84_63 | 12548283:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.98% | -6.87% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 17.6 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -19.08 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2023-03-22 | 2023-06-23 | -14.52 | 92 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2024-11-21 | 2025-01-20 | -11.02 | 59 |
| 2023-06-23 | 2023-10-23 | -10.97 | 122 |
| 2022-03-29 | 2022-05-30 | -10.18 | 62 |
| 2024-08-22 | 2024-09-24 | -9.40 | 33 |
| 2025-01-20 | 2025-03-24 | -8.87 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 12548283:btcusd:triple_gx:lsma179_84_63 | 12548283:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.3% | -29.64% |
| Best Month | 42.26% | 43.77% |
| Worst Month | -12.35% | -37.12% |
| Best Year | 119.22% | 155.54% |
| Worst Year | -0.12% | -61.19% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.3% | 7.64% |
| Avg. Down Week | -2.84% | -5.53% |
| Avg. Up Month | 12.57% | 16.19% |
| Avg. Down Month | -8.24% | -13.45% |
| Win Days % | 50.4% | 51.07% |
| Win Month % | 69.7% | 60.53% |
| Win Week % | 57.14% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |